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st: Depvar and Rolling Regressions

From   "Degas Wright" <>
To   <>
Subject   st: Depvar and Rolling Regressions
Date   Mon, 1 Nov 2010 11:12:00 -0400

I have a simple question, I am using the -rolling- command and how do I
get the depvar forecast from my regressions.  The predict command is not
working since the e(sample) is not being saved each rolling period;
eventhough, I am saving the rolling outputs to a *.dta file.

My code is:

rolling _b, window(12) saving(rolltest) noisily: xtregar (D.(r ep mom)),
fe lbi

predict Dr_f, ue

last estimates not found

Any comments are appreciated.


Degas A. Wright, CFA
Chief Investment Officer
Decatur Capital Management, Inc.
250 East Ponce De Leon Avenue, Suite 325
Decatur, Georgia  30030
Voice: 404.270.9838

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